[R] variable/model selction (step/stepAIC) for biglm ?

Thomas Lumley tlumley at u.washington.edu
Sun Feb 22 14:56:56 CET 2009


On Sun, 22 Feb 2009, Tal Galili wrote:

> Hi Thomas,
> On second thought - I will need some more help:
> What I only now noticed is that leaps is "an exhaustive search for the best
> subsets of the variables in x for predicting y in linear regression", while
> what I am aiming for (for now) is a method to implement forward selection (on
> biglm) - any ideas on how to do that?
>

regsubsets() in the 'leaps' package has forward, backwards, sequential, and exhaustive search.

          -thomas


Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle




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